Formula for standard errors in cumulative IRF

For econometric discussions not necessarily related to EViews.

Moderators: EViews Gareth, EViews Moderator

Post Reply
akoh
Posts: 12
Joined: Thu Dec 07, 2023 7:55 pm

Formula for standard errors in cumulative IRF

Postby akoh » Sun Jul 27, 2025 6:29 pm

Dear eviews community,

Can i ask if anyone knows the formula for summing the analytic standard errors from a non-cumulative IRF into a cumulative IRF please?

Thanks,
koh
Top
Post Reply

Return to “Econometric Discussions”

Who is online

Users browsing this forum: No registered users and 1 guest